Ok so can some one please answer this for me, will cap be frozen at the end of the film, then wake up, then randomly be in times square??? Im so lost on how this shall work out. Also is Nick Fury going to be in Thor aswell?

Wel is depends on the situation like Dick Grayson he had to change, He couldnt be Robin the Boy Wonder forever so he went to Nightwing but he had to be Batman to live on the Role since Bruce "died" and Tim went to Red Robin because Dick chose Damian as his partner. So it really depends on the situation.